| 更新時間： | 2021年8月4日 PM 4:40:07 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/06/21 | 16.200% | 28994.10 | 12.901% | 12.231% | +3.969% | 12.231% | +3.969% |
| 30/06/21 | 16.070% | 28827.95 | 12.610% | 12.387% | +3.683% | 15.337% | +0.733% |
| 02/07/21 | 17.390% | 28310.42 | 13.692% | 12.829% | +4.561% | 15.675% | +1.715% |
| 05/07/21 | 17.790% | 28143.50 | 13.049% | 12.945% | +4.845% | 15.497% | +2.293% |
| 06/07/21 | 17.400% | 28072.86 | 13.032% | 13.057% | +4.343% | 15.524% | +1.876% |
| 07/07/21 | 17.980% | 27960.62 | 12.947% | 13.066% | +4.914% | 15.427% | +2.553% |
| 08/07/21 | 21.220% | 27153.13 | 16.067% | 13.758% | +7.462% | 16.131% | +5.089% |
| 09/07/21 | 19.350% | 27344.54 | 16.402% | 14.299% | +5.051% | 16.648% | +2.702% |
| 12/07/21 | 18.260% | 27515.24 | 16.675% | 15.025% | +3.235% | 17.123% | +1.137% |
| 13/07/21 | 17.170% | 27963.41 | 17.846% | 15.987% | +1.183% | 18.088% | -0.918% |
| 14/07/21 | 17.200% | 27787.46 | 17.686% | 16.935% | +0.265% | 19.022% | -1.822% |
| 15/07/21 | 16.940% | 27996.27 | 17.731% | 17.268% | -0.328% | 19.254% | -2.314% |
| 16/07/21 | 16.530% | 28004.68 | 17.668% | 17.521% | -0.991% | 19.392% | -2.862% |
| 19/07/21 | 19.110% | 27489.78 | 18.395% | 17.865% | +1.245% | 19.333% | -0.223% |
| 20/07/21 | 19.950% | 27259.25 | 18.105% | 17.917% | +2.033% | 19.242% | +0.708% |
| 21/07/21 | 19.830% | 27224.58 | 17.972% | 17.974% | +1.856% | 19.155% | +0.675% |
| 22/07/21 | 18.480% | 27723.84 | 18.269% | 18.082% | +0.398% | 19.122% | -0.642% |
| 23/07/21 | 19.980% | 27321.98 | 18.734% | 18.295% | +1.685% | 19.197% | +0.783% |
| 26/07/21 | 25.110% | 26192.32 | 22.389% | 19.094% | +6.016% | 19.564% | +5.546% |
| 27/07/21 | 33.680% | 25086.43 | 25.774% | 20.628% | +13.052% | 20.966% | +12.714% |
| 28/07/21 | 28.420% | 25473.88 | 26.744% | 22.382% | +6.038% | 22.566% | +5.854% |
| 29/07/21 | 23.950% | 26315.32 | 29.849% | 24.698% | -0.748% | 24.698% | -0.748% |
| 30/07/21 | 25.130% | 25961.03 | 29.445% | 26.840% | -1.710% | 33.674% | -8.544% |
| 02/08/21 | 23.550% | 26235.80 | 29.834% | 28.329% | -4.779% | 34.844% | -11.294% |
| 03/08/21 | 23.780% | 26194.82 | 29.839% | 29.142% | -5.362% | 35.605% | -11.825% |
| 04/08/21 | 21.810% | 26426.55 | 30.118% | 29.817% | -8.007% | 36.185% | -14.375% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 29/06/21 | 16.990% | 10757.30 | 13.714% | 13.050% | +3.940% | 13.050% | +3.940% |
| 30/06/21 | 17.010% | 10663.39 | 13.660% | 13.344% | +3.666% | 16.523% | +0.487% |
| 02/07/21 | 18.700% | 10415.58 | 15.538% | 14.056% | +4.644% | 17.173% | +1.527% |
| 05/07/21 | 19.620% | 10274.18 | 15.448% | 14.403% | +5.217% | 17.242% | +2.378% |
| 06/07/21 | 19.210% | 10269.60 | 15.447% | 14.761% | +4.449% | 17.550% | +1.660% |
| 07/07/21 | 20.210% | 10149.84 | 15.646% | 15.148% | +5.062% | 17.885% | +2.325% |
| 08/07/21 | 24.390% | 9822.56 | 18.676% | 16.151% | +8.239% | 18.937% | +5.453% |
| 09/07/21 | 22.550% | 9885.42 | 19.002% | 16.844% | +5.706% | 19.611% | +2.939% |
| 12/07/21 | 21.040% | 9945.73 | 19.328% | 17.620% | +3.420% | 20.080% | +0.960% |
| 13/07/21 | 19.730% | 10113.32 | 20.595% | 18.649% | +1.081% | 21.100% | -1.370% |
| 14/07/21 | 19.770% | 10065.07 | 20.354% | 19.591% | +0.179% | 22.004% | -2.234% |
| 15/07/21 | 19.300% | 10174.27 | 20.529% | 19.961% | -0.661% | 22.257% | -2.957% |
| 16/07/21 | 18.980% | 10152.95 | 20.504% | 20.262% | -1.282% | 22.425% | -3.445% |
| 19/07/21 | 21.600% | 9958.56 | 21.212% | 20.639% | +0.961% | 22.334% | -0.734% |
| 20/07/21 | 22.680% | 9864.57 | 21.102% | 20.740% | +1.940% | 22.273% | +0.407% |
| 21/07/21 | 22.470% | 9831.02 | 20.967% | 20.863% | +1.607% | 22.234% | +0.236% |
| 22/07/21 | 20.750% | 10006.57 | 21.102% | 20.977% | -0.227% | 22.184% | -1.434% |
| 23/07/21 | 22.640% | 9839.05 | 21.596% | 21.196% | +1.444% | 22.241% | +0.399% |
| 26/07/21 | 29.630% | 9355.24 | 25.706% | 22.095% | +7.535% | 22.639% | +6.991% |
| 27/07/21 | 40.550% | 8879.58 | 29.847% | 23.844% | +16.706% | 24.235% | +16.315% |
| 28/07/21 | 33.910% | 9071.10 | 31.555% | 25.961% | +7.949% | 26.175% | +7.735% |
| 29/07/21 | 28.790% | 9415.69 | 35.142% | 28.769% | +0.021% | 28.769% | +0.021% |
| 30/07/21 | 31.150% | 9233.22 | 34.662% | 31.383% | -0.233% | 39.373% | -8.223% |
| 02/08/21 | 29.290% | 9336.60 | 34.907% | 33.223% | -3.933% | 40.863% | -11.573% |
| 03/08/21 | 29.030% | 9320.38 | 34.917% | 34.237% | -5.207% | 41.829% | -12.799% |
| 04/08/21 | 26.980% | 9419.25 | 35.150% | 34.956% | -7.976% | 42.421% | -15.441% |